adjcoef(sdprisk)
adjcoef()所属R语言包:sdprisk
Adjustment Coefficient
调整系数
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Computes the adjustment coefficient of a risk process with Gaussian diffusion.
计算高斯扩散的风险调整系数。
用法----------Usage----------
adjcoef(process)
参数----------Arguments----------
参数:process
An object of the class "riskproc".
一个对象的类"riskproc"。
Details
详细信息----------Details----------
The moment-generating function of the individual claim amounts is required to be contained within the "claiminfo" element of process (see claiminfo). The only exception to this is the case of hypo-exponentially distributed claim amounts.
功能的个人索赔金额的瞬间产生所需的包含在"claiminfo"元素的process(见claiminfo)。这是唯一的例外的情况下,低指数分布的索赔金额。
值----------Value----------
The adjustment coefficient of the risk process represented by process.
为代表的process的风险调整系数。
If process already contains the adjustment coefficient – regardless of whether it has originally been supplied at the time of construction or of whether it stems from a previous run –, then this value is returned without repeating the computation. Re-computation can be forced by manually removing the list element "adjcoef" of process or setting it to NULL.
如果process已经包含了调整系数 - 不管它是否已在建设的时候,或者是否它源于以前的运行 - 最初提供,然后返回这个值是不重复计算。重新计算可以被强制的手动删除列表中的元素"adjcoef"process或将其设置为NULL。
注意----------Note----------
As a side effect, the object that has been passed as process argument is modified in the global environment such that it contains the adjustment coefficient (as a list element named "adjcoef"). The rationale behind this is avoiding repeated calculations, because other functions, such as tvaru, may require the adjustment coefficient.
作为一个副作用,该对象已通过process参数被修改,在全球环境中,它包含调整系数(一个列表中的元素命名为"adjcoef")。这样做的理由是避免重复计算,因为其他的功能,如tvaru,可能需要调整系数。
参见----------See Also----------
riskproc and claiminfo for more details on how to provide the information necessary to compute the adjustment coefficient.
riskproc和claiminfo的详细信息,如何提供必要的信息来计算调整系数。
实例----------Examples----------
## Setting up a risk process with hypo-exponentially distrubuted claims[#设置了一个过程低指数distrubuted的索赔风险]
myprocess <- riskproc(
claims = claiminfo(hypoexp = list(rates = c(1, 10))),
premium = 2,
freq = 1,
variance = 0.4
)
## Compute the adjustment coefficient[#计算的调整系数]
adjcoef(myprocess)
## Note that the computed information is now stored inside the process object[#需要注意的是计算出的信息现在存储过程对象内]
myprocess$adjcoef
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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